Interesting and a good find. So if I understand correctly there are two places for power management Modern UI and desktop and due to the conflict in power settings between the two the audio seems to cut out because you can't see the message asking if you are there. I wonder if there is an option to turn off the message and then put the power back to however you want it.
You can change the power options in the desktop mode only. This notification seems more like Microsoft is trying to safe money on free-users. When you're not listening you can't hear the adds and the cost for the stream is for playing music to no one.
Never got this, since I'm on a free-trial formpremium and I think I'll finally switch from spotify to xboxmusic.